Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 639.490310 654.940331 670.137696 686.207304 702.712208 719.165531 736.803484
2026-01-11 619.545653 642.266101 664.917308 689.192906 714.471261 740.016907 767.783763
2026-01-18 605.083831 632.818948 660.740449 690.958601 722.742184 755.184086 790.806898
2026-01-25 595.003406 626.845220 659.162096 694.423724 731.824133 770.319534 812.951184
2026-02-01 585.695818 620.983650 657.052098 696.688601 739.038535 782.948725 831.942199
2026-02-08 577.714427 616.036135 655.455265 699.052663 745.943465 794.884292 849.861536
2026-02-15 569.801268 610.778915 653.175340 700.341470 751.378476 804.970680 865.548304
2026-02-22 562.805278 606.207010 651.353796 701.854101 756.807284 814.838396 880.814746
2026-03-01 555.910126 601.492818 649.147313 702.725083 761.335188 823.556551 894.682831
2026-03-08 548.817379 596.345434 646.269149 702.668061 764.671391 830.824501 906.834796
2026-03-15 543.512330 592.978330 645.172641 704.407516 769.838659 839.983543 920.978422
2026-03-22 537.317301 588.471789 642.678850 704.465868 773.024438 846.856597 932.509432
2026-03-29 532.847890 585.766327 642.077191 706.535522 778.374445 856.084330 946.650976
2026-04-05 529.332517 584.010566 642.429056 709.575413 784.730540 866.379028 961.961122
2026-04-12 525.175503 581.434101 641.773961 711.402588 789.656173 875.023687 975.388759
2026-04-19 522.464466 580.387508 642.746972 714.983284 796.493175 885.773708 991.180328
2026-04-26 519.057355 578.475986 642.677723 717.323844 801.878357 894.856000 1005.072711
2026-05-03 515.887593 576.755409 642.754597 719.766929 807.329390 903.981006 1019.005384
2026-05-10 512.112023 574.274591 641.906688 721.098830 811.466524 911.581640 1031.183405
2026-05-17 508.644082 572.073915 641.313184 722.662054 815.819556 919.396252 1043.595683
2026-05-24 504.870483 569.458647 640.188577 723.562173 819.366621 926.258274 1054.898473
2026-05-31 500.597740 566.206823 638.277952 723.503243 821.761965 931.763353 1064.613159
2026-06-07 497.676469 564.448799 638.023265 725.300904 826.258341 939.660784 1077.097848